CME Pit-Traded Corn Future September 2011


Trading Metrics calculated at close of trading on 06-Apr-2011
Day Change Summary
Previous Current
05-Apr-2011 06-Apr-2011 Change Change % Previous Week
Open 694-4 702-2 7-6 1.1% 647-0
High 705-6 702-2 -3-4 -0.5% 684-0
Low 694-4 699-0 4-4 0.6% 621-4
Close 703-6 703-4 -0-2 0.0% 681-4
Range 11-2 3-2 -8-0 -71.1% 62-4
ATR 16-6 15-7 -0-7 -5.1% 0-0
Volume 25,559 19,621 -5,938 -23.2% 62,375
Daily Pivots for day following 06-Apr-2011
Classic Woodie Camarilla DeMark
R4 711-3 710-5 705-2
R3 708-1 707-3 704-3
R2 704-7 704-7 704-1
R1 704-1 704-1 703-6 704-4
PP 701-5 701-5 701-5 701-6
S1 700-7 700-7 703-2 701-2
S2 698-3 698-3 702-7
S3 695-1 697-5 702-5
S4 691-7 694-3 701-6
Weekly Pivots for week ending 01-Apr-2011
Classic Woodie Camarilla DeMark
R4 849-7 828-1 715-7
R3 787-3 765-5 698-6
R2 724-7 724-7 693-0
R1 703-1 703-1 687-2 714-0
PP 662-3 662-3 662-3 667-6
S1 640-5 640-5 675-6 651-4
S2 599-7 599-7 670-0
S3 537-3 578-1 664-2
S4 474-7 515-5 647-1
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 705-6 621-4 84-2 12.0% 13-4 1.9% 97% False False 20,614
10 705-6 621-4 84-2 12.0% 13-3 1.9% 97% False False 15,993
20 705-6 583-4 122-2 17.4% 13-2 1.9% 98% False False 17,300
40 705-6 583-4 122-2 17.4% 10-7 1.5% 98% False False 12,993
60 705-6 580-4 125-2 17.8% 9-5 1.4% 98% False False 10,595
80 705-6 547-2 158-4 22.5% 8-5 1.2% 99% False False 8,667
100 705-6 502-0 203-6 29.0% 8-1 1.2% 99% False False 7,571
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-5
Narrowest range in 29 trading days
Fibonacci Retracements and Extensions
4.250 716-0
2.618 710-6
1.618 707-4
1.000 705-4
0.618 704-2
HIGH 702-2
0.618 701-0
0.500 700-5
0.382 700-2
LOW 699-0
0.618 697-0
1.000 695-6
1.618 693-6
2.618 690-4
4.250 685-2
Fisher Pivots for day following 06-Apr-2011
Pivot 1 day 3 day
R1 702-4 701-4
PP 701-5 699-5
S1 700-5 697-5

These figures are updated between 7pm and 10pm EST after a trading day.

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